WordPress has a great page for theme developers that they must follow when creating themes otherwise plugins will break (including mine). The full page can be found here but to summarise please ensure the following is true of your theme:

1. The wp_head() function call can be found somewhere in your header.php theme file or similar

2. The wp_footer() function call can be found somewhere in your footer.php theme file or similar

3. The body_class() function call can be found in the opening body element of your theme

The next thing to check is that the Initial Setup > Breakpoint option is set to a high enough value. For example, if you have this set to something low, like 300 it is unlikely you will ever be on a device that is small enough to see the button.

There is a surprising amount of HTML errors found on sites I look at which cause all sorts of issues. I recommend running your site through the W3 HTML Validator to remove any HTML errors to eliminate this as the cause.

It is possible that you may have enabled the Use Shortcode? option and forgotten to turn it off again or not realised what it does. If you have enabled this but not placed the shortcode itself inside any of your themes template folders then the menu will not show.